交易所 | 資產類別 | Spread Products | Ratio | Side | 開始時間 | 期末 | Credit | |
---|---|---|---|---|---|---|---|---|

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 02/2024 | 04/2024 | 80% |

NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 02/2024 | 04/2024 | 80% |

NY-DOO - DME OMAN CRUDE FUT | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 02/2024 | 04/2024 | 80% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 02/2024 | 04/2024 | 80% |

NY-DOO - DME OMAN CRUDE FUT | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 02/2024 | 04/2024 | 80% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | KXY - 10-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2023 | 06/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM | Delta | 1 | A | 04/2023 | 12/2028 | 98% |

REFINED PRODUCTS | NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT | 1 | A | 10/2023 | 03/2024 | |||

DME Products | NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | 1 | B | All dates | ||||

CBT | INTEREST RATES | KXY - 10-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2023 | 06/2023 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 11/2024 | 04/2025 | 80% |

CRUDE OIL | NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | ||||

CRUDE OIL SPREADS | NY-E5 - ARGUS LLS VS. WTI (ARG) TRD M | 1 | B | 06/2023 | 12/2028 | |||

NYM | DME Products | NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | Delta | 3 | A | All dates | 80% | |

CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 19 | B | 05/2024 | 10/2024 | |||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2023 | 06/2023 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 09/2023 | 02/2025 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 03/2023 | 03/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 09/2023 | 02/2025 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2018 | 06/2019 | 80% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2022 | 12/2022 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 04/2023 | 07/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 04/2023 | 08/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-BFR - RME BIO ARGUS RDM RED VS ICS GAS | Delta | 10 | A | 03/2023 | 03/2023 | 98% |

REFINED PRODUCTS | NY-GX - GASOIL CALENDAR FUT | 1 | A | 03/2023 | 03/2023 | |||

REFINED PRODUCTS | NY-RBF - RME BIODIESEL ARGUS FOB RDA RED CLP | 10 | B | 03/2023 | 03/2023 | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 03/2023 | 03/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 04/2023 | 08/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 09/2023 | 02/2025 | ||||

NYM | DME Products | NY-DUP - SINGAPORE FUEL OIL180CST PLATTS FUT | Delta | 5 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 33 | B | 05/2024 | 10/2024 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 05/2024 | 10/2024 | 80% |

NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | |||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 03/2023 | 03/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 04/2023 | 08/2023 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 04/2023 | 07/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 04/2023 | 08/2023 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 05/2024 | 10/2024 | 80% |

NY-DOO - DME OMAN CRUDE FUT | 1 | B | All dates | |||||

NYM | DME Products | NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | Delta | 3 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 19 | B | 05/2024 | 10/2024 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 05/2024 | 10/2024 | 80% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM | Delta | 1 | A | 04/2023 | 12/2028 | 98% |

REFINED PRODUCTS | NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT | 1 | A | 04/2024 | 12/2028 | |||

DME Products | NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | 1 | B | All dates | ||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 05/2024 | 10/2024 | 80% |

NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 05/2024 | 10/2024 | 80% |

NY-DOO - DME OMAN CRUDE FUT | 1 | B | All dates | |||||

CME | REAL ESTATE | SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 80% | |

WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 05/2024 | 10/2024 | 80% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

NYM | DME Products | NY-DUP - SINGAPORE FUEL OIL180CST PLATTS FUT | Delta | 5 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 33 | B | 05/2024 | 10/2024 | |||

NYM | CRUDE OIL | NY-DOO - DME OMAN CRUDE FUT | Delta | 1 | B | All dates | 80% | |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 05/2024 | 10/2024 | ||||

NYM | NATURAL GAS | NY-DVA - VENTURA NAT GAS PLATTS FIXED PRICE | Delta | 4 | B | All dates | 80% | |

NY-NG - NATURAL GAS HENRY HUB FUTURE | 1 | A | All dates | |||||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | Delta | 1 | A | All dates | 80% | |

NY-ZTA - TX ZONE 1 NAT GAS FIX PRICE | 4 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2021 | 06/2022 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 04/2023 | 07/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

NYM | CRUDE OIL | NY-AY - WTS (ARGUS) TRADE MONTH FUT | Delta | 1 | B | 04/2023 | 05/2023 | 98% |

NY-WTS - WTS (ARGUS) FINANCIAL FUTURES | 1 | A | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 03/2023 | 03/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 09/2023 | 02/2025 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 04/2023 | 07/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 03/2020 | ||||

NYM | DME Products | NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | Delta | 3 | A | All dates | 80% | |

CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 19 | B | 11/2024 | 04/2025 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 05/2025 | 03/2031 | 80% |

CRUDE OIL | NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | ||||

CRUDE OIL SPREADS | NY-E5 - ARGUS LLS VS. WTI (ARG) TRD M | 1 | B | 06/2023 | 12/2028 | |||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 80% | |

NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

NYM | CRUDE OIL | NY-WTI - WTI MIDLAND (ARGUS) TRADE MONTH FUT | Delta | 1 | A | 04/2023 | 05/2023 | 98% |

NY-XB - WTI MIDLAND (ARGUS) FINANCIAL FUT | 1 | B | 03/2023 | 03/2023 | ||||

CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 80% | |

CUS - COMP CITIES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

NYM | DME Products | NY-DUP - SINGAPORE FUEL OIL180CST PLATTS FUT | Delta | 5 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 33 | B | 11/2024 | 04/2025 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 11/2024 | 04/2025 | 80% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 11/2024 | 04/2025 | 80% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 11/2024 | 04/2025 | 80% |

NY-DOO - DME OMAN CRUDE FUT | 1 | B | All dates | |||||

NYM | DME Products | NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | Delta | 3 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 19 | B | 11/2024 | 04/2025 | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 03/2023 | 03/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 04/2023 | 07/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 11/2024 | 04/2025 | 80% |

NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | |||||

NYM | DME Products | NY-DUP - SINGAPORE FUEL OIL180CST PLATTS FUT | Delta | 5 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 33 | B | 11/2024 | 04/2025 | |||

NYM | CRUDE OIL | NY-WTI - WTI MIDLAND (ARGUS) TRADE MONTH FUT | Delta | 1 | A | 06/2023 | 12/2028 | 98% |

NY-XB - WTI MIDLAND (ARGUS) FINANCIAL FUT | 1 | B | 04/2023 | 12/2028 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 11/2024 | 04/2025 | 80% |

NY-DOO - DME OMAN CRUDE FUT | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-DOO - DME OMAN CRUDE FUT | Delta | 1 | B | All dates | 80% | |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 11/2024 | 04/2025 | ||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 11/2024 | 04/2025 | 80% |

NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | |||||

NYM | ELECTRICITY | NY-J4 - PJM WESTHDA PEAK | Delta | 1 | A | All dates | 80% | |

NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 10/2023 | 02/2024 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | |||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 03/2023 | 03/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 04/2023 | 07/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 03/2023 | 03/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 04/2023 | 08/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM | Delta | 1 | A | 04/2023 | 12/2028 | 100% |

REFINED PRODUCTS | NY-SE - SINGAPORE 380CST FUEL OIL FUT | 1 | B | 04/2024 | 12/2028 | |||

REFINED PRODUCTS | NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT | 1 | A | 04/2024 | 12/2028 | |||

NYM | CRUDE OIL | NY-AY - WTS (ARGUS) TRADE MONTH FUT | Delta | 1 | B | 06/2023 | 12/2028 | 98% |

NY-WTS - WTS (ARGUS) FINANCIAL FUTURES | 1 | A | 04/2023 | 12/2028 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 04/2023 | 08/2023 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 04/2023 | 08/2023 | ||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 05/2025 | 02/2034 | 80% |

NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | |||||

NYM | DME Products | NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | Delta | 3 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 19 | B | 05/2025 | 02/2034 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 05/2025 | 02/2034 | 80% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

CME | FX | BF - BPSF FUTURE | Delta | 1 | A | All dates | 98% | |

BP - BRITISH POUND FUTURES | 2 | B | All dates | |||||

SF - SWISS FRANC FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 05/2025 | 02/2034 | 80% |

NY-HCL - WTI HOUSTON CRUDE OIL FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 05/2025 | 02/2034 | 80% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

NYM | DME Products | NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | Delta | 3 | A | All dates | 80% | |

CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 19 | B | 05/2025 | 03/2031 | |||

NYM | DME Products | NY-DUP - SINGAPORE FUEL OIL180CST PLATTS FUT | Delta | 5 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 33 | B | 05/2025 | 02/2034 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 05/2025 | 02/2034 | 80% |

NY-DOO - DME OMAN CRUDE FUT | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 05/2025 | 09/2032 | 80% |

NY-DOO - DME OMAN CRUDE FUT | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-DOO - DME OMAN CRUDE FUT | Delta | 1 | B | All dates | 80% | |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 05/2025 | 12/2031 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2020 | 12/2020 | ||||

NYM | DME Products | NY-DUP - SINGAPORE FUEL OIL180CST PLATTS FUT | Delta | 5 | A | All dates | 80% | |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 33 | B | 05/2025 | 02/2034 | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 03/2023 | 03/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 04/2023 | 08/2023 | ||||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 2 | A | All dates | 98% | |

RF - EURO FX/SF FUTURES | 1 | B | All dates | |||||

RP - EURO FX/BP FUTURE | 1 | A | All dates | |||||

SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2030 | 03/2031 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2026 | 03/2027 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2027 | 03/2028 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2028 | 03/2029 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2026 | 03/2027 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2031 | 03/2032 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2030 | 03/2031 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2029 | 03/2030 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

CME | FX | BF - BPSF FUTURE | Delta | 1 | A | All dates | 98% | |

RF - EURO FX/SF FUTURES | 1 | B | All dates | |||||

RP - EURO FX/BP FUTURE | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2031 | 03/2032 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | Delta | 10 | B | All dates | 80% | |

CME | SES - SP GSCI SWAP FUTURES | 1 | A | All dates | ||||

CBT | INTEREST RATES | KXB - 7-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | KXB - 7-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2031 | 03/2032 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2026 | 03/2027 | |||

CME | FX | EC - EURO FUTURE | Delta | 1 | B | All dates | 98% | |

RF - EURO FX/SF FUTURES | 1 | A | All dates | |||||

SF - SWISS FRANC FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2030 | 03/2031 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2026 | 03/2027 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2030 | 03/2031 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2027 | 03/2028 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2028 | 03/2029 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2029 | 03/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2029 | 03/2030 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2031 | 03/2032 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 80% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | A | 06/2023 | 06/2023 | ||||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 5 | A | All dates | 98% | |

EC - EURO FUTURE | 3 | B | All dates | |||||

RP - EURO FX/BP FUTURE | 3 | A | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 03/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2028 | 03/2029 | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 03/2023 | 03/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2027 | 03/2028 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2031 | 03/2032 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

NYM | NATURAL GAS | NY-HH - NYMEX NATURAL GAS (H.HUB LTD) FUT | Delta | 1 | B | All dates | 98% | |

NY-HP - NYMEX NATURAL GAS FUTURES | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2028 | 03/2029 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2026 | 03/2027 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2027 | 03/2028 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 80% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | A | 12/2022 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2030 | 03/2031 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2026 | 03/2027 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2031 | 03/2032 | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | Delta | 1 | A | 03/2023 | 04/2023 | 98% |

CX-HGS - COMEX COPPER SWAP FUTURES | 1 | B | 04/2023 | 12/2027 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2030 | 03/2031 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2029 | 03/2030 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 03/2023 | 03/2023 | 80% |

DA - CLASS III MILK FUTURES | 1 | A | 03/2023 | 03/2023 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 08/2023 | 02/2025 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 06/2019 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 03/2023 | 03/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 08/2023 | 02/2025 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2026 | 03/2027 | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | Delta | 1 | A | 05/2023 | 05/2028 | 98% |

CX-HGS - COMEX COPPER SWAP FUTURES | 1 | B | 04/2023 | 12/2027 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2027 | 03/2028 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2031 | 03/2032 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2030 | 03/2031 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2028 | 03/2029 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2029 | 03/2030 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2026 | 03/2027 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2030 | 03/2031 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2031 | 03/2032 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2027 | 03/2028 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

NG - 5-YR INTEREST RATE SWAP FUTURES | 2 | A | All dates | |||||

CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 3 | A | All dates | 98% | |

CD - CANADIAN DOLLAR FUTURES | 5 | A | All dates | |||||

EC - EURO FUTURE | 3 | B | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 80% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 12/2022 | 03/2023 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2020 | 12/2020 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2030 | 03/2031 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2031 | 03/2032 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2025 | 03/2026 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2030 | 03/2031 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2028 | 03/2029 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2025 | 03/2026 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM | Delta | 1 | A | 04/2023 | 12/2028 | 100% |

REFINED PRODUCTS | NY-SE - SINGAPORE 380CST FUEL OIL FUT | 1 | B | 10/2023 | 03/2024 | |||

REFINED PRODUCTS | NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT | 1 | A | 04/2024 | 12/2028 | |||

CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 98% | |

AD - AUSTRALIAN DOLLAR FUTURES | 2 | B | All dates | |||||

CD - CANADIAN DOLLAR FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2026 | 03/2027 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2027 | 03/2028 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2025 | 03/2026 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2020 | 12/2020 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2027 | 03/2028 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2020 | 12/2020 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2028 | 03/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2025 | 03/2026 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2020 | 12/2020 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2031 | 03/2032 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2029 | 03/2030 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2020 | 12/2020 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2029 | 03/2030 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 05/2023 | 05/2023 | 98% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2020 | 12/2020 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2026 | 03/2027 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 80% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 09/2023 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 07/2023 | 03/2024 | 80% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | B | 07/2023 | 03/2024 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

5YY - MICRO 5-YEAR YIELD FUTURES | 8 | A | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2023 | 02/2024 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 07/2023 | 03/2024 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 07/2023 | 03/2024 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2023 | 02/2024 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 05/2023 | 05/2023 | 98% |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 09/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 8 | A | All dates | 80% | |

21 - 10Y TREASURY NOTE FUTURES | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

KXW - 5-YEAR ERIS BSBY SWAP FUT | 1 | A | All dates | |||||

NYM | ELECTRICITY | NY-U4 - NEPOOL RHD ISLD 5MW D AH PK | Delta | 1 | B | 04/2023 | 12/2028 | 80% |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 1 | A | 06/2023 | 12/2028 | ||||

NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | Delta | 1 | A | All dates | 98% | |

NY-WCE - WESTRN CANADIAN SEL(WCS) CRUDE OIL | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 80% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 80% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2022 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2022 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | KXW - 5-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | KXW - 5-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 06/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2028 | 03/2029 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2030 | 03/2031 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2027 | 03/2028 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | Delta | 1 | A | All dates | 98% | |

NY-WCE - WESTRN CANADIAN SEL(WCS) CRUDE OIL | 1 | B | 03/2023 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2031 | 03/2032 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2028 | 03/2029 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2029 | 03/2030 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2030 | 03/2031 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2029 | 03/2030 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 07/2023 | 03/2024 | 80% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | B | 06/2023 | 06/2023 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 07/2023 | 03/2024 | ||||

NYM | DME Products | NY-DSD - SING FUEL OIL 180 V. 380 CST FUT | Delta | 1 | A | All dates | 98% | |

NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | 1 | A | All dates | |||||

NY-DUP - SINGAPORE FUEL OIL180CST PLATTS FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | Delta | 4 | A | 03/2023 | 09/2023 | 80% |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 3 | B | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | KXD - 4-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | |||

CBT | INTEREST RATES | KXD - 4-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 07/2023 | 03/2024 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2026 | 03/2027 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

NYM | DME Products | NY-DSD - SING FUEL OIL 180 V. 380 CST FUT | Delta | 1 | A | All dates | 98% | |

NY-DSE - SINGAPORE FUEL OIL 380CST PLATT FUT | 1 | A | All dates | |||||

NY-DUP - SINGAPORE FUEL OIL180CST PLATTS FUT | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2026 | 03/2027 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 07/2023 | 03/2024 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2023 | 03/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 07/2023 | 03/2024 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

NYM | ELECTRICITY | NY-B3 - PJM NI HUB 5MW REAL TIME PK | Delta | 1 | A | All dates | 80% | |

NY-Z9 - PJM AD HUB 5MW REAL TIME PK | 1 | B | All dates | |||||

NYM | ELECTRICITY | NY-J2 - PJM JCPL DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 80% |

NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2025 | 03/2026 | 80% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2025 | 03/2026 | 80% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2024 | 03/2025 | 80% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 04/2023 | 04/2023 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 03/2023 | 03/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2024 | 03/2025 | 80% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2027 | 03/2028 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2028 | 03/2029 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2027 | 03/2028 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2028 | 03/2029 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2027 | 03/2028 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2026 | 03/2027 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 05/2023 | 05/2023 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 03/2023 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2026 | 03/2027 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2027 | 03/2028 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2026 | 03/2027 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 03/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2026 | 03/2027 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 06/2023 | 06/2023 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 07/2023 | 03/2024 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 07/2023 | 03/2024 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

NYM | CRUDE OIL SPREADS | NY-TIL - WTL MIDLAND VS. WTI CAL MONTH FUT | Delta | 1 | A | All dates | 80% | |

NY-WTT - WTI MIDLAND (ARG) VS. WTI TRADE MTH | 1 | B | All dates | |||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 06/2026 | 03/2027 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 06/2026 | 03/2027 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 06/2027 | 03/2028 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 04/2023 | 06/2023 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 04/2023 | 06/2023 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2023 | 03/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-EWG - EAST-WST GASOLINE SPREAD PLATTS/ARG | Delta | 25 | A | 04/2023 | 02/2024 | 100% |

REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | 25 | B | 04/2023 | 04/2023 | |||

REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | 3 | A | 05/2023 | 09/2023 | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 07/2023 | 09/2023 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2025 | 03/2026 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2022 | 03/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 04/2023 | 06/2023 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2026 | 03/2027 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 04/2023 | 06/2023 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

5YY - MICRO 5-YEAR YIELD FUTURES | 5 | A | All dates | |||||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 10/2023 | 03/2024 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 03/2023 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2026 | 03/2027 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2023 | 06/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

NYM | CRUDE OIL SPREADS | NY-WTL - WTL MIDLAND (ARGUS) VS. WTI TRADE M | Delta | 1 | A | All dates | 80% | |

NY-WTT - WTI MIDLAND (ARG) VS. WTI TRADE MTH | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2023 | 03/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2023 | 06/2023 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 04/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 04/2023 | 04/2023 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 04/2023 | 12/2026 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2023 | 06/2023 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 04/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | |||

NYM | CRUDE OIL SPREADS | NY-FF - WTI MIDLAND(ARGUS) VS WTI FINCL FUT | Delta | 1 | B | All dates | 80% | |

NY-TIL - WTL MIDLAND VS. WTI CAL MONTH FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2024 | 06/2024 | 80% |

ED - EURODOLLAR FUTURES | 1 | B | 07/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 04/2024 | 03/2025 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 03/2023 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2023 | 03/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2021 | 03/2022 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 03/2024 | 06/2024 | 80% |

CBT | KXC - 3-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 03/2025 | 12/2025 | 80% |

CBT | KXC - 3-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 09/2024 | 12/2024 | 80% |

CBT | KXC - 3-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

NYM | ELECTRICITY | NY-P7 - NEPOOL NE MASS 5MW D AH PK | Delta | 1 | B | 04/2023 | 12/2028 | 80% |

NY-U4 - NEPOOL RHD ISLD 5MW D AH PK | 1 | A | 04/2023 | 12/2028 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2023 | 06/2023 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 03/2021 | ||||

NYM | ELECTRICITY | NY-F5 - PJM PPL DA OFF-PEAK | Delta | 16 | B | 04/2023 | 02/2029 | 80% |

NY-J4 - PJM WESTHDA PEAK | 1 | A | All dates | |||||

CBT | INTEREST RATES | KXC - 3-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2023 | 04/2023 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2023 | 05/2023 | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 05/2023 | 05/2023 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 04/2023 | 12/2026 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2023 | 12/2023 | 80% |

ED - EURODOLLAR FUTURES | 1 | B | 07/2023 | 03/2024 | ||||

CBT | INTEREST RATES | KXC - 3-YEAR ERIS BSBY SWAP FUT | Delta | 4 | A | All dates | 80% | |

KXD - 4-YEAR ERIS BSBY SWAP FUT | 3 | B | All dates | |||||

NYM | ELECTRICITY | NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | Delta | 1 | B | All dates | 80% | |

NY-X1 - PJM AECO DA OFF-PEAK | 16 | A | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | Delta | 1 | A | All dates | 80% | |

NY-W4 - PJM APS ZONE DA OFF-PEAK | 16 | B | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-F5 - PJM PPL DA OFF-PEAK | Delta | 16 | B | 04/2023 | 02/2029 | 80% |

NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | 1 | A | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

2YY - MICRO 2-YEAR YIELD FUTURES | 4 | A | All dates | |||||

NYM | CRUDE OIL SPREADS | NY-FF - WTI MIDLAND(ARGUS) VS WTI FINCL FUT | Delta | 1 | B | All dates | 80% | |

NY-WTL - WTL MIDLAND (ARGUS) VS. WTI TRADE M | 1 | A | All dates | |||||

NYM | CRUDE OIL SPREADS | NY-YV - MARS (ARGUS) V WTI TRD MTH FUT | Delta | 1 | A | 06/2023 | 12/2028 | 80% |

NY-YX - MARS (ARGUS) V WTI FUT | 1 | B | 04/2023 | 12/2028 | ||||

CBT | INTEREST RATES | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | B | 03/2023 | 09/2023 | 80% |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 3 | A | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 09/2023 | 12/2023 | 80% |

CBT | KXC - 3-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 04/2025 | 01/2027 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2022 | 09/2022 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2022 | 03/2023 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2021 | 03/2022 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 09/2022 | ||||

NYM | ELECTRICITY | NY-E3 - PJM BGE DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 80% |

NY-J2 - PJM JCPL DA PEAK | 1 | A | 04/2023 | 02/2029 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 4 | B | 09/2024 | 12/2024 | 80% |

CBT | KXT - 2-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 4 | B | 03/2024 | 06/2024 | 80% |

CBT | KXT - 2-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

NYM | ELECTRICITY | NY-J2 - PJM JCPL DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 80% |

NY-L6 - PJM PSEG DA PEAK | 1 | A | 04/2023 | 02/2029 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2030 | 03/2031 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2027 | 03/2028 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2029 | 03/2030 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2029 | 03/2030 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2029 | 03/2030 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 06/2023 | 06/2023 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 04/2023 | 12/2026 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 4 | B | 03/2025 | 12/2025 | 80% |

CBT | KXT - 2-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2029 | 03/2030 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2030 | 03/2031 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2027 | 03/2028 | ||||

NYM | ELECTRICITY | NY-P3 - NEPOOL CNCTCT 5MW D AH O PK | Delta | 16 | B | 04/2023 | 12/2028 | 80% |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2023 | 03/2024 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2023 | 03/2024 | 80% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 07/2023 | 03/2024 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 07/2023 | 03/2024 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 4 | B | 09/2023 | 12/2023 | 80% |

CBT | KXT - 2-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2022 | 03/2023 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 03/2021 | ||||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 07/2023 | 09/2023 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 04/2023 | 12/2026 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 07/2023 | 03/2024 | 80% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 07/2023 | 03/2024 | 80% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2013 | 06/2014 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 04/2023 | 06/2023 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 04/2023 | 06/2023 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 4 | B | 06/2023 | 06/2023 | 80% |

CBT | KXT - 2-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2021 | 03/2022 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | KXT - 2-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 1 | B | 06/2023 | 06/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 04/2023 | 06/2023 | 80% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 04/2023 | 06/2023 | 80% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 10/2023 | 03/2024 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 04/2023 | 12/2026 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 2 | B | 03/2024 | 06/2024 | 80% |

CBT | KXA - 1-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | KXC - 3-YEAR ERIS BSBY SWAP FUT | Delta | 2 | B | All dates | 80% | |

KXT - 2-YEAR ERIS BSBY SWAP FUT | 3 | A | All dates | |||||

CBT | INTEREST RATES | KXT - 2-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 07/2023 | 03/2024 | 80% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 07/2023 | 03/2024 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 07/2023 | 03/2024 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2022 | 12/2022 | |||

NYM | ELECTRICITY | NY-E3 - PJM BGE DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 80% |

NY-X1 - PJM AECO DA OFF-PEAK | 16 | A | 04/2023 | 02/2029 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 2 | B | 09/2023 | 12/2023 | 80% |

CBT | KXA - 1-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

NYM | ELECTRICITY | NY-E3 - PJM BGE DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 80% |

NY-F5 - PJM PPL DA OFF-PEAK | 16 | A | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-E3 - PJM BGE DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 80% |

NY-F2 - PJM JCPL DA OFF-PEAK | 16 | A | 04/2023 | 02/2029 | ||||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 04/2024 | 03/2025 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 04/2023 | 12/2026 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2020 | 09/2020 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2023 | 06/2023 | ||||

NYM | ELECTRICITY | NY-4P - PJM PECO Z5 MW OFPK CLM DA LMP | Delta | 16 | A | 04/2023 | 12/2028 | 80% |

NY-L6 - PJM PSEG DA PEAK | 1 | B | 04/2023 | 02/2029 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 09/2020 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2014 | 03/2015 | ||||

NYM | ELECTRICITY | NY-P3 - NEPOOL CNCTCT 5MW D AH O PK | Delta | 16 | A | 04/2023 | 12/2028 | 80% |

NY-R6 - NEPOOL W CNTR M 5MW D AH PK | 1 | B | 04/2023 | 12/2028 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2022 | 09/2022 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2022 | 09/2022 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 2 | B | 06/2023 | 06/2023 | 80% |

CBT | KXA - 1-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2022 | 09/2022 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | ||||

NYM | ELECTRICITY | NY-47 - PJM METED ZONE PK CAL LMP FUTURES | Delta | 1 | B | 04/2023 | 12/2028 | 80% |

NY-J2 - PJM JCPL DA PEAK | 1 | A | 04/2023 | 02/2029 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 04/2023 | 06/2023 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 04/2023 | 06/2023 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2022 | 12/2022 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-EWG - EAST-WST GASOLINE SPREAD PLATTS/ARG | Delta | 25 | A | 04/2023 | 02/2024 | 100% |

REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | 25 | B | 04/2023 | 04/2023 | |||

REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | 3 | A | 04/2023 | 04/2023 | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | B | 04/2025 | 01/2027 | 97% |

NY-LY - GULF COAST ULSD CALENDAR FUT | 1 | A | 04/2023 | 12/2026 | ||||

NYM | ELECTRICITY | NY-J2 - PJM JCPL DA PEAK | Delta | 1 | A | 04/2023 | 02/2029 | 80% |

NY-L5 - PJM PPL DA PEAK | 1 | B | 04/2023 | 02/2029 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2020 | 03/2021 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2022 | 09/2022 | ||||

NYM | ELECTRICITY | NY-J2 - PJM JCPL DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 80% |

NY-Y1 - PJM AECO DA PEAK | 1 | A | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-D8 - PJM COMED 5MW D AH PK | Delta | 1 | A | 04/2023 | 12/2028 | 80% |

NY-S4 - PJM APS ZONE DA PEAK | 1 | B | 04/2023 | 02/2029 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2021 | 09/2021 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2022 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 04/2023 | 06/2023 | 80% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2022 | 03/2023 | |||

NYM | ELECTRICITY | NY-H5 - MISO INDIANA HUB 5MW D AH PK | Delta | 1 | A | 06/2023 | 12/2028 | 80% |

NY-J2 - PJM JCPL DA PEAK | 1 | B | 04/2023 | 02/2029 | ||||

CBT | INTEREST RATES | KXA - 1-YEAR ERIS BSBY SWAP FUT | Delta | 3 | A | All dates | 80% | |

KXT - 2-YEAR ERIS BSBY SWAP FUT | 2 | B | All dates | |||||

CBT | INTEREST RATES | KXC - 3-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | All dates | 97% | |

CX-GCK - GOLD KILO FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2019 | 03/2020 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2022 | 03/2023 | ||||

CBT | INTEREST RATES | T1S - 2-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | KXA - 1-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 06/2023 | 09/2023 | ||||

NYM | ELECTRICITY | NY-47 - PJM METED ZONE PK CAL LMP FUTURES | Delta | 1 | B | 04/2023 | 12/2028 | 80% |

NY-4P - PJM PECO Z5 MW OFPK CLM DA LMP | 16 | A | 04/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-D8 - PJM COMED 5MW D AH PK | Delta | 1 | B | 04/2023 | 12/2028 | 80% |

NY-F5 - PJM PPL DA OFF-PEAK | 16 | A | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-J2 - PJM JCPL DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 80% |

NY-R3 - PJM BGE DA OFF-PEAK | 16 | A | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-46 - PJM METED ZONE OFFPK CAL MO LMP FUT | Delta | 16 | A | 04/2023 | 12/2028 | 80% |

NY-L5 - PJM PPL DA PEAK | 1 | B | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-4P - PJM PECO Z5 MW OFPK CLM DA LMP | Delta | 16 | A | 04/2023 | 12/2028 | 80% |

NY-L5 - PJM PPL DA PEAK | 1 | B | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-J2 - PJM JCPL DA PEAK | Delta | 12 | B | 04/2023 | 02/2029 | 80% |

NY-JM - PJM MONTHLY | 1 | A | All dates | |||||

NYM | ELECTRICITY | NY-E4 - PJM WESTH DA OFF-PEAK | Delta | 16 | B | All dates | 80% | |

NY-R8 - PJM PEPCO DA PEAK | 1 | A | 04/2023 | 02/2029 | ||||

NYM | NATURAL GAS | NY-NBP - UK NBP NATURAL GAS FRONT MTH FUT | Delta | 1 | A | All dates | 96% | |

NY-TTE - DUTCH TTF NATURAL GAS FRONT MTH FUT | 1 | B | All dates | |||||

NYM | ELECTRICITY | NY-F5 - PJM PPL DA OFF-PEAK | Delta | 16 | A | 04/2023 | 02/2029 | 80% |

NY-Y1 - PJM AECO DA PEAK | 1 | B | 04/2023 | 02/2029 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2020 | 03/2021 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2020 | 03/2021 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2021 | 03/2022 | ||||

NYM | ELECTRICITY | NY-N9 - PJM WESTH RT OFF-PEAK | Delta | 1 | A | All dates | 80% | |

NY-V3 - PJM AD HUB 5MW REAL TIME O PK | 1 | B | All dates | |||||

NYM | ELECTRICITY | NY-P3 - NEPOOL CNCTCT 5MW D AH O PK | Delta | 1 | A | 04/2023 | 12/2028 | 80% |

NY-P5 - NEPOOL SE MASS 5MW D AH O PK | 1 | B | 04/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-H2 - NEPOOL INTR HUB 5MW D AH O PK | Delta | 188 | A | 06/2023 | 12/2028 | 80% |

NY-KI - ISO NEW ENGLAND OFF-PEAK LMP FUT | 1 | B | All dates | |||||

NYM | ELECTRICITY | NY-F5 - PJM PPL DA OFF-PEAK | Delta | 1 | A | 04/2023 | 02/2029 | 80% |

NY-R3 - PJM BGE DA OFF-PEAK | 1 | B | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-46 - PJM METED ZONE OFFPK CAL MO LMP FUT | Delta | 1 | A | 04/2023 | 12/2028 | 80% |

NY-W4 - PJM APS ZONE DA OFF-PEAK | 1 | B | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-F4 - PJM EASTERNH DA OFF-PEAK | Delta | 1 | A | 04/2023 | 02/2029 | 80% |

NY-W6 - PJM PSEG DA OFF-PEAK | 1 | B | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-D9 - PJM COMED 5MW D AH O PK | Delta | 1 | B | 04/2023 | 12/2028 | 80% |

NY-F2 - PJM JCPL DA OFF-PEAK | 1 | A | 04/2023 | 02/2029 | ||||

NYM | NATURAL GAS | NY-NBP - UK NBP NATURAL GAS FRONT MTH FUT | Delta | 1 | B | 05/2023 | 05/2023 | 96% |

NY-TTE - DUTCH TTF NATURAL GAS FRONT MTH FUT | 1 | A | 05/2023 | 05/2023 | ||||

NYM | ELECTRICITY | NY-D6 - PJM DUQUS 5MW D AH O PK | Delta | 1 | B | 04/2023 | 12/2028 | 80% |

NY-H4 - MISO INDIANA HUB 5MW REAL TIME OFPK | 1 | A | 05/2023 | 12/2028 | ||||

CBT | INTEREST RATES | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | A | All dates | 80% | |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 1 | B | All dates | |||||

NYM | ELECTRICITY | NY-JM - PJM MONTHLY | Delta | 1 | B | All dates | 80% | |

NY-X1 - PJM AECO DA OFF-PEAK | 188 | A | 04/2023 | 02/2029 | ||||

NYM | ELECTRICITY | NY-UM - NORTHERN ILLINOIS HUB MONTHLY | Delta | 1 | B | All dates | 80% | |

NY-X1 - PJM AECO DA OFF-PEAK | 168 | A | 04/2023 | 02/2029 | ||||

NYM | CRUDE OIL | NY-DOO - DME OMAN CRUDE FUT | Delta | 1 | B | All dates | 80% | |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

NYM | ELECTRICITY | NY-JM - PJM MONTHLY | Delta | 1 | A | All dates | 80% | |

NY-VM - AER-DAYTON HUB MONTHLY | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-DOO - DME OMAN CRUDE FUT | Delta | 1 | B | All dates | 80% | |

NY-NBZ - NYMEX BRENT 25-DAY(PLATTS) FUTURES | 1 | A | All dates | |||||

NYM | REFINED PRODUCTS | NY-MF - GULF COAST HSFO (PLATTS) FUTURES | Delta | 1 | A | 05/2023 | 09/2023 | 79% |

CRUDE OIL | NY-JCY - JAPAN CRUDE COCKTAIL (DETL) YEN FUT | 1 | B | 05/2023 | 11/2028 | |||

NYM | REFINED PRODUCTS | NY-MF - GULF COAST HSFO (PLATTS) FUTURES | Delta | 1 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-JCY - JAPAN CRUDE COCKTAIL (DETL) YEN FUT | 1 | B | 05/2023 | 11/2028 | |||

NYM | REFINED PRODUCTS | NY-MF - GULF COAST HSFO (PLATTS) FUTURES | Delta | 1 | A | 10/2023 | 03/2024 | 79% |

CRUDE OIL | NY-JCY - JAPAN CRUDE COCKTAIL (DETL) YEN FUT | 1 | B | 05/2023 | 11/2028 | |||

NYM | NATURAL GAS | NY-NBP - UK NBP NATURAL GAS FRONT MTH FUT | Delta | 1 | B | 01/2024 | 12/2026 | 96% |

NY-TTE - DUTCH TTF NATURAL GAS FRONT MTH FUT | 1 | A | 11/2023 | 12/2026 | ||||

NYM | REFINED PRODUCTS | NY-MF - GULF COAST HSFO (PLATTS) FUTURES | Delta | 1 | A | 04/2024 | 06/2027 | 79% |

CRUDE OIL | NY-JCY - JAPAN CRUDE COCKTAIL (DETL) YEN FUT | 1 | B | 05/2023 | 11/2028 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 25 | B | 09/2023 | 09/2023 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | 25 | B | 09/2023 | 09/2023 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-WS - CRUDE OIL BULLET FUTURES | 25 | B | 09/2023 | 09/2023 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-CS - WTI CALENDAR FUT | 25 | B | 09/2023 | 09/2023 | |||

NYM | NATURAL GAS | NY-NBP - UK NBP NATURAL GAS FRONT MTH FUT | Delta | 1 | B | 06/2023 | 06/2023 | 96% |

NY-TTE - DUTCH TTF NATURAL GAS FRONT MTH FUT | 1 | A | 06/2023 | 06/2023 | ||||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 25 | B | 02/2024 | 04/2024 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | 25 | B | 02/2024 | 04/2024 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 25 | B | 02/2024 | 04/2024 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

NY-MP - NY HRBR ULSD FIN FUT | 25 | B | 10/2023 | 03/2024 | ||||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

NY-BH - NY HRBR ULSD BULL FUT | 25 | B | 10/2023 | 03/2024 | ||||

NYM | REFINED PRODUCTS | NY-23 - NY HRBR ULSD LST DAY FIN FUT | Delta | 25 | B | 10/2023 | 03/2024 | 79% |

NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | 3 | A | 10/2023 | 04/2024 | ||||

NYM | NATURAL GAS | NY-NBP - UK NBP NATURAL GAS FRONT MTH FUT | Delta | 1 | A | 07/2023 | 12/2023 | 96% |

NY-TTE - DUTCH TTF NATURAL GAS FRONT MTH FUT | 1 | B | 07/2023 | 10/2023 | ||||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

NY-HO - NY HARBOR ULSD FUT | 25 | B | 10/2023 | 03/2024 | ||||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 25 | B | 05/2023 | 05/2023 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 25 | B | 05/2023 | 05/2023 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | 25 | B | 05/2023 | 05/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | A | 03/2023 | 03/2023 | 79% |

CRUDE OIL | NY-DC - DUBAI CRUDE OIL CALENDAR FUT | 9 | B | 03/2023 | 03/2023 | |||

NYM | NATURAL GAS | NY-NBP - UK NBP NATURAL GAS FRONT MTH FUT | Delta | 1 | A | All dates | 96% | |

NY-TTF - DUTCH TTF NATURAL GAS CAL MONTH FUT | 4 | B | All dates | |||||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | 25 | B | 05/2024 | 10/2024 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

CRUDE OIL | NY-WS - CRUDE OIL BULLET FUTURES | 25 | B | 05/2024 | 10/2024 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 25 | B | 05/2024 | 10/2024 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 10/2023 | 04/2024 | 79% |

CRUDE OIL | NY-CS - WTI CALENDAR FUT | 25 | B | 05/2024 | 10/2024 | |||

NYM | REFINED PRODUCTS | NY-UH - EUROPE 1% FUEL OIL RDAM CALFUT | Delta | 3 | A | 03/2023 | 03/2023 | 79% |

CRUDE OIL | NY-DC - DUBAI CRUDE OIL CALENDAR FUT | 19 | B | 03/2023 | 03/2023 | |||

NYM | NATURAL GAS | NY-JKM - LNG JAPAN KOREA MARKER PLATTS FUT | Delta | 1 | B | All dates | 95% | |

NY-JKY - LNG JAPAN KOREA MRK YEN FUT | 1 | A | All dates | |||||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 05/2024 | 02/2026 | 79% |

CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | 25 | B | 08/2023 | 08/2023 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 05/2024 | 02/2026 | 79% |

CRUDE OIL | NY-WS - CRUDE OIL BULLET FUTURES | 25 | B | 08/2023 | 08/2023 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 05/2024 | 02/2026 | 79% |

CRUDE OIL | NY-CS - WTI CALENDAR FUT | 25 | B | 08/2023 | 08/2023 | |||

NYM | REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | Delta | 3 | A | 05/2024 | 02/2026 | 79% |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 25 | B | 08/2023 | 08/2023 | |||

NYM | REFINED PRODUCTS | NY-UH - EUROPE 1% FUEL OIL RDAM CALFUT | Delta | 3 | A | 04/2023 | 12/2028 | 79% |

CRUDE OIL | NY-DC - DUBAI CRUDE OIL CALENDAR FUT | 19 | B | 04/2023 | 12/2028 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | A | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-DC - DUBAI CRUDE OIL CALENDAR FUT | 9 | B | 04/2023 | 12/2028 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | A | 05/2023 | 09/2023 | 79% |

CRUDE OIL | NY-DC - DUBAI CRUDE OIL CALENDAR FUT | 9 | B | 04/2023 | 12/2028 | |||

NYM | REFINED PRODUCTS | NY-TW - GASOIL 0.1% CARGOES CIF NEW | Delta | 1 | B | 03/2023 | 03/2023 | 95% |

NY-Z4 - GASOIL 0.1% CIF MED FUT | 1 | A | 03/2023 | 03/2023 | ||||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-CS - WTI CALENDAR FUT | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-WS - CRUDE OIL BULLET FUTURES | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 05/2023 | 09/2023 | 79% |

CRUDE OIL | NY-CS - WTI CALENDAR FUT | 9 | A | 06/2023 | 06/2023 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-EWG - EAST-WST GASOLINE SPREAD PLATTS/ARG | Delta | 25 | A | 04/2023 | 02/2024 | 100% |

REFINED PRODUCTS | NY-1N - MOGAS92 UNLEADED (PLATTS) FUT | 25 | B | 05/2023 | 09/2023 | |||

REFINED PRODUCTS | NY-7H - GAS EURO-BOB OXY (ARG) NEW BRG | 3 | A | 05/2023 | 09/2023 | |||

NYM | REFINED PRODUCTS | NY-3G - PREMIUM UNLD 10P FOB MED FUT | Delta | 1 | B | 03/2023 | 03/2023 | 95% |

NY-4G - PREMIUM UNLD 10PPM CARGOES CIF | 1 | A | 03/2023 | 03/2023 | ||||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 05/2023 | 09/2023 | 79% |

CRUDE OIL | NY-WS - CRUDE OIL BULLET FUTURES | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 05/2023 | 09/2023 | 79% |

CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-TW - GASOIL 0.1% CARGOES CIF NEW | Delta | 1 | B | 04/2023 | 02/2026 | 95% |

NY-Z4 - GASOIL 0.1% CIF MED FUT | 1 | A | 04/2023 | 02/2027 | ||||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 05/2023 | 09/2023 | 79% |

CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | 9 | A | 06/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-UN - EUROPE NAPHTHA CALFUT | Delta | 1 | B | 04/2023 | 04/2023 | 79% |

CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 9 | A | 07/2023 | 07/2023 |

芝商所日圓期貨提供世界第三大經濟體的風險敞口，同時為您提供機會防範貨幣風險，或者表達您對日本經濟的看法。

日圓代表亞洲貨幣基準，為日圓╱美元期貨創造強大而且具有流動性市場。

**交易日圓的優勢**

- 在流動性充分的市場靈活交易
- 中央清算產品的資本效率
- 沿曲線提供完整和價差交易機會
- 所有外匯產品提供保證金效率